Empirasign is the largest provider of all secondary market data for the fixed income and securitized markets. We index real-time BWIC price talk and trade color as well as dealer benchmark runs (bids, offers, and markets) for all ABS & MBS subsectors in the US and UK. Our proprietary Natural Language Processing and Machine Learning technology transforms disorganized market observations into actionable market data and insight.
Leading Evaluated Pricing firms rely on Empirasign data to ensure their valuations reflect the most comprehensive view of secondary market trading activity available.
Portfolio Recap Emails and Excel Reports
Receive market activity summaries for all the bonds saved in your Portfolio at every close of business, every Friday, and every month end. Such reports are invaluable for fair value calculations.
Thomson Reuters (Refintiv), IDC (ICE), and BVAL Pricing Quotes
Find pricing quotes from Thomson Reuters, IDC, and BVAL on every BWIC and bond history page. Our web-accessible platform seamlessly integrates third-party evaluated pricing data to give you the most comprehensive view of the market as possible in one place.
Similar Bonds Feature
View a list of bonds matched across sector-specific core characteristics for any bond in our database.
Discover how your pricing models compare with the market's consensus for the fair value of bonds with our Validated Evaluated Pricing (VEP) Service. Evaluated Pricing vendors submit end-of-day evaluations to Empirasign via FTP, API, or email. Once all submissions have been collected for the day, we calculate an industry-wide robust median price for every bond. This comprehensive metric serves as our benchmark for market consensus. Contributors have the option to either submit their own delta for each bond, or let Empirasign calculate and appropriate delta based on current market conditions and historical observations. Evaluators then receive a Validation Report for every bond price they submitted, with possible results being LOW, HIGH, OK, or if there is insufficient data to compute a market consensus, N/A.
Seamlessly embed the entire Empirasign Structured Products Trade Database into in-house systems via simple HTTP requests. Data is returned in CSV or JSON format for easy implementation and debugging on the client side. API requests are CUSIP, ISIN, or Bloomberg ticker-based. Price talk, trade color, and dealer runs (bids, offers, markets) are returned for each request.